Unless, of course, they're trying to trick you by only showing you the booby prize if you picked the winning door. :)
Here's an explanation of the odds, assuming they're playing fair:
There's a 1/3 chance of picking the winning door right off. If you do that and then change your mind, you lose.
There's a 2/3 chance of picking a losing door right off. If they show you a booby prize behind another door, there's only one door left, which has to be the winner. You change your mind and win.
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